+194.9%
ALLY vs EXEL
+445.6%
-250.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.4% |
| 7D | -0.2% | +2.3% | -2.5% | -0.7% |
| 30D | +3.4% | +19.8% | -16.4% | -0.1% |
| 3M | -11.1% | +32.7% | -43.7% | -15.8% |
| 6M | -11.5% | +49.0% | -60.5% | -18.2% |
| YTD | -12.3% | +63.7% | -76.0% | -20.7% |
| 1Y | +1.1% | +75.8% | -74.7% | -9.9% |
| 3Y | +64.8% | +241.3% | -176.5% | +25.3% |
| 5Y | -6.9% | +289.0% | -295.9% | -31.9% |
| 10Y | +194.9% | +377.6% | -182.7% | +100.7% |
| All | +194.9% | +445.6% | -250.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling